Long memory in economics

Autori

• Gilles Teyssière

Parametri

• Economia
• Economia e affari

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A comprehensive survey on current and future developments in long memory analysis. The book assembles three different strands of long memory statistical literature – including tests – on the properties of LRD processes; mathematical literature on stochastic processes; and models from economic theory providing. The text is aimed at economists, econometricians, and statisticians interested in the study of long memory in economics.

Lingua: Inglese

Pubblicato: 2007

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